18.755 Problem Set 2 solutions 1. Suppose f ∈ C ∞ (R), and f (0) = 0. Prove that there is a function g ∈ C ∞ (R) with the property that g(x) = f (x)/x (x 6= 0). What is g(0) (in terms of f )? The hint to consider G(x) = 1 Z f ′ (tx)dt 0 was the whole ball game. If x = 0, the integrand is constant, and we get G(0) = f ′ (0). If x 6= 0, we can do the change of variable s = tx and compute Z x ds f (x) − f (0) f (x) f ′ (s) G(x) = = = . x x x 0 So G agrees with g for x 6= 0, and G(0) = f ′ (0). To see that G is smooth, you can quote a general fact: if h(x, t) is smooth on [0, 1] × U (with U an open set in R), then H(x) = Z 1 h(x, t)dt 0 is a smooth function of x ∈ U . More precisely, dn H = dxn Z 0 1 ∂ n H(x, t) dt. ∂xn That is, you can differentiate under the integral sign. (To say that a function is smooth on [0, 1] means that it is smooth on some open set containing [0, 1]; or, equivalently, that all the one-sided derivatives at 0 and 1 exist.) Probably you can find this general fact in blue Rudin; the proof requires showing that H(x + ǫ, t) − H(x, t) ǫ converges to ∂H ∂x (x, t) uniformly in t ∈ [0, 1] as ǫ tends to zero. 2. Write m0 = {f ∈ C ∞ (R) | f (0) = 0}. Prove that m20 = {h ∈ C ∞ (R) | h(0) = h′ (0) = 0}. 1 2 That any function h ∈ m20 satisfies h(0) = h′ (0) = 0 is an immediate consequence of the Leibnitz formula for differentiating products. What is not so obvious is the converse. So suppose that h is smooth, and that h(0) = h′ (0) = 0. According to Problem 1, the function g(x) = h(x)/x x 6= 0 h′ (0) = 0 x = 0 is smooth. So the two functions g and x both belong to m; so h = gx belongs to m2 . (You might have tried to proceed by showing that h has a smooth square root. Of course there are problems if h takes negative values, but do you think the following statement is true? If h is a nonnegative smooth function on R, then the nonnegative square root h1/2 is also smooth.) 3. Let M be the real line; I’ll write x for a variable point of M . Consider the three vector fields Xx(0) = d , dx Xx(1) = x d , dx Xx(2) = x2 d . dx For every real number t0 and every x0 ∈ M (also a real number) calculate the (p) maximal integral curves γx0 ,t0 for each of the three vector fields X (p) (p = 0, 1, 2). For X (0) , the differential equation is dγ = 1, dt γ(t0 ) = x0 . The first condition implies that γ(t) = t + C, and the initial condition gives (0) γx0 ,t0 (t) = x0 + (t − t0 ) (−∞ < t < ∞). For X (1) , the differential equation is dγ = γ(t), dt γ(t0 ) = x0 . This is a familiar differential equation from any course on the subject; the first condition implies that γ(t) = Cet , and the initial condition gives (1) γx0 ,t0 (t) = x0 e(t−t0 ) (−∞ < t < ∞). 3 For X (2) , the differential equation is dγ = γ 2 (t), dt γ(t0 ) = x0 . If x0 = 0, one obvious solution (and therefore the only one, by the uniqueness theorem written with the problems) is γ(t) = 0 (−∞ < t < ∞). If x0 6= 0, then we can divide by γ 2 (t) at least for t close to t0 and get dγ = dt. γ2 Integrating gives −1 = t + C, γ(t) or equivalently γ(t) = −1 . t+C Plugging in the initial condition γ(t0 ) = x0 6= 0 gives C = −t0 − x−1 0 , and (2) γx0 ,t0 (t) x0 = 1 − x0 (t − t0 ) −∞ < t < t0 + 1/x0 x0 > 0 t0 + 1/x0 < t < +∞ x0 < 0. It’s also clear that these paths γ have no continuous extension beyond the indicated range of (2) values of t (because γx0 ,t0 (t) tends to ∞ as t approaches t0 + 1/x0 ); so they are the maximal integral curves. 4. Let M = R2 be the real plane; I’ll write (x1 , x2 ) for a variable point of M . Consider the three vector fields = x1 Xx(0) 1 ,x2 ∂ ∂ + x2 , ∂x1 ∂x2 = x1 Xx(1) 1 ,x2 ∂ ∂ − x2 , ∂x1 ∂x2 = x1 Xx(2) 1 ,x2 ∂ ∂ − x2 . ∂x2 ∂x1 For every real number t0 and every (x1,0 , x2,0 ) ∈ M calculate the maximal integral curves (p) (p) (p) γ(x1,0 ,x2,0 ),t0 = (γ1,(x1,0 ,x2,0 ),t0 , γ2,(x1,0 ,x2,0 ),t0 ) for each of the three vector fields X (p) . If V is an n-dimensional real vector space, we can regard V as an n-dimensional manifold, and naturally identify each tangent space Tv V with v. A vector field X on V is therefore 4 the same thing as a smooth map from V to V . The three vector fields in the problem come from three linear maps from V = R2 to itself: = A(p) Xx(p) 1 ,x2 A(0) = I2 , A(1) = 1 0 0 −1 x1 x2 , A(2) = 0 −1 1 0 . The corresponding differential equations γ ′ (t) = A(p) γ(t) are therefore linear differential equations (with constant coefficients). The solutions therefore exist for all time, and are given by matrix exponentials: (p) γ(x1,0 ,x2,0 ),t0 (t) (p)) = exp((t − t0 )A x1,0 x2,0 . The matrix exponentials can be calculated by finding eigenvectors or just computing the powers by hand; in any case they are exp(tA(0) ) = et I2 , exp(tA(1) ) = et 0 0 e−t , exp(tA(2) ) = cos(t) sin(t) − sin(t) cos(t) . Plugging these formulas into the general formula above gives (0) γ(x1,0 ,x2,0 ),t0 (t) = e(t−t0 ) (x1,0 , x2,0 ), (1) γ(x1,0 ,x2,0 ),t0 (t) = (e(t−t0 ) x1,0 , e−(t−t0 ) x2,0 ), (2) γ(x1,0 ,x2,0 ),t0 (t) = (x1,0 cos(t − t0 ) − x2,0 sin(t − t0 ), x1,0 sin(t − t0 ) + x2,0 sin(t − t0 )). Each integral curve is therefore either (0) the point (0, 0), or a ray emanating from zero; or (1) the point (0, 0), or half of a coordinate axis, or one branch of the hyperbola xy = A; or (2) the point (0, 0), or a circle centered at the origin.